I suppose you're looking for music where they actually sing in Danish?
Most Danish rock music is in English. The only thing I can come up with on top of my head is "Nephew". Their texts should be quite interesting for you, since they will probably be a challenge for you to understand. They use a very metaphorical and descriptive language. But try it out.
You could start with their first big hit "Movie Klip" from their album "USADSB".